+25.9%
PFE vs XLC
+128.7%
-102.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.3% |
| 30D | +5.0% | -5.8% | +10.8% | +7.1% |
| 3M | +12.2% | -5.4% | +17.6% | +14.2% |
| 6M | +14.6% | -10.2% | +24.8% | +18.7% |
| YTD | +24.1% | -10.2% | +34.3% | +28.5% |
| 1Y | +26.6% | -5.6% | +32.2% | +28.6% |
| 3Y | +14.3% | +61.0% | -46.7% | -5.9% |
| 5Y | -21.9% | +35.2% | -57.2% | -31.7% |
| All | +25.9% | +128.7% | -102.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling